Next to the audio ouput there are some pins on the motherboard to connect a CD-ROM drive to. The only problem is that there are only three pins and the cable has four plugs. So you have to bend the pins a bit.
If you have a sound card you would connect both the CD-ROM and Paula to the sound card. You have to create your own cable for connecting the external Paula connectors to the internal sound card, though.
Bye,
Thomas